What move does the options market price into Emerson Electric's report?

Implied ±4.7%, either direction.

How often does Emerson Electric move more than the options market prices?

2 of the last 8 reports moved at least as far as the implied move.

EMRNYSEElectronic & Other Electrical Equipment (No Computer Equip)

Emerson Electric Co (EMR) earnings date, market-implied expected move, and options open interest by expiry

166.05

pre 167.29 +0.80%

Pre-market04:31 ETdelayed

Open167.29Volume4.1MMkt cap$92.0BP/E35.69Div yield1.35%

Day167.29 – 167.2950%52-wk121.73 – 171.2592%

EMR

Emerson Electric Co

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±4.7%implied · report alone

158.20173.72

straddle ±5.1%

spot 165.96exp Nov 6ATM strike 165ATM straddle 10.00IV 72%

Nov 2 closereport share · term structure

Expected move

Inputs

News

Next report

Last report

+0.64%

vs ±2.9% implied · ×0.22

shaded = implied · ▲▼ = realized

Oct 13 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+4.17%

shares held · 10 largest managers

13F · Jun 30 '26126d lag

2,301 managers

Top fund weight

1.39%

EMR weight · XLI

N-PORTJun 30 '26

13 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Emerson Electric (EMR) reports on Nov 4 before open (confirmed date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±4.2%
avg realized: ±3.5%

May 7 '25May 7 '25confirmed±3.9%▲+2.41%×0.62

Aug 6 '25Aug 6 '25confirmed±5.0%▼−4.72%×0.95

Nov 5 '25Nov 5 '25confirmed±4.5%▼−3.84%×0.86

Nov 20 '25Nov 20 '25confirmed±3.4%▼−3.47%×1.02

Feb 3 '26Feb 3 '26confirmed±5.0%▲+3.43%×0.68

Q2 FY26May 5 '26confirmed±4.6%▲+6.94%×1.51

Q3 FY26Aug 4 '26confirmed±4.5%▲+2.29%×0.51

Oct 13 '26Oct 13 '26confirmed±2.9%▲+0.64%×0.22

quarterimplied−10%0+10%realized×

Oct '26±2.9%▲+0.64%×0.22

Q3 FY26±4.5%

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 8 expiries · Nov 2 close

0.07OI · 8 expiries · Nov 2 closeP/C open interest · Nov 6 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

105+62%Nov 63d1,508+129%

59+16%Nov 1310d0.17346+3%0.17

1,529+2%Nov 2017d0.503,0800%0.50

57+6%Nov 2724d0.14412+1%0.14

0—Dec 431d0.00241—0.00

3 later expiries

8,509+1%Dec 1845d0.5914,3410%0.59

7,4200%Jan 1573d0.66

ExpiryPutsCallsP/C

Nov 63d105+62%1,508+129%0.07

Nov 1310d59+16%346+3%0.17

Nov 2017d1,529+2%3,0800%0.50

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

scenario · straddle±5.1%

Funds 4

XLI±0.1%

JEPI±0.1%

IGPT±0.0%

VIG±0.0%

Dashed = straddleMethod 2 more funds Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ3 FY26

14.73%as filednet margin · revenue +6.82% QoQ · +7.03% YoY

Revenue

$4.9B+6.82% QoQ

Gross profit

$2.7B+9.62% QoQ

54.48% margin

Operating income

$1.0B+14.14% QoQ

20.54% margin

Pre-tax income

$916M+15.51% QoQ

Net income

$718M+16.18% QoQ

14.73% margin

Cost of revenue

$2.2B+3.64% QoQ

Operating expenses

$1.7B+7.06% QoQ

SG&A $1.3B

Other operating $311M

Other expense

$85M

Tax

$198M+13.14% QoQ

Revenue$4.9B+6.82%

Gross profit

$2.7B+9.62%

54.48% margin

Operating income

$1.0B+14.14%

20.54% margin

Pre-tax income

$916M+15.51%

Net income

$718M+16.18%

14.73% margin

Cost of revenue

$2.2B+3.64%

Operating expenses

$1.7B+7.06%

SG&A $1.3B

Other operating $311M

Other expense

$85M

Tax$198M+13.14%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Jun 30 '26 · width = $

Revenue flow

Intraday

No trades yet today.

Intraday

Event sensitivity

NFP ×1.34· ±1.7% vs ±1.3% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±1.7%5 of 10×1.34

FOMCrate decision±1.4%14 of 24×1.08

CPROFcorporate profits±1.4%9 of 12×1.04

CPIconsumer prices±1.3%4 of 10×1.00

PCEpersonal income & outlays±1.3%11 of 19×0.99

PPIproducer prices±1.3%6 of 10×0.98

GDPgross domestic product±1.3%14 of 19×0.97

Bar = avg |move| to ±2% · tick = ±1.3% avg day · ×base = |move| ÷ ±1.3% · min 6 releases

Earnings history

EPS 1.28 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Aug 4 '26 · confirmed	1.28	—
Q2 FY26	May 5 '26 · confirmed	—	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod